Robust sure independence screening for ultrahigh dimensional non-normal data

DOI10.1007/s10114-014-3694-2zbMath1305.62092OpenAlexW2110980164MaRDI QIDQ477878

Yong-Cai Geng, Sumit K. Garg

Publication date: 10 December 2014

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-014-3694-2

zbMATH Keywords

robustnessvariable selectionsure screening propertysure independence screeningultrahigh dimensionality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistical ranking and selection procedures (62F07)

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Robust feature screening for high-dimensional survival data, RCV-based error density estimation in the ultrahigh dimensional additive model, Robust sure independence screening for nonpolynomial dimensional generalized linear models, Hypothesis testing sure independence screening for nonparametric regression, Model-free feature screening for high-dimensional survival data, Error density estimation in high-dimensional sparse linear model

Cites Work

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